Central Limit Theorem for a Randomized Quasi-Monte Carlo Estimator of a Smooth Function of Means
Authors
- Marvin K. Nakayama (ORCID: https://orcid.org/0000-0003-1503-373X)
- Bruno Tuffin (ORCID: https://orcid.org/0000-0001-9415-1130)
- Pierre L’Ecuyer (ORCID: https://orcid.org/0000-0002-3184-0796)
Institutions
- New Jersey Institute of Technology (US)
- Computer Research Institute of Montréal (CA)
- Université de Rennes (FR)
- Université de Montréal (CA)
Funders
- National Science Foundation
- Natural Sciences and Engineering Research Council of Canada
- Division of Civil, Mechanical and Manufacturing Innovation